create one track per device in your DAW (every track on different channel), so in your case you will have 3 MIDI tracks.
Now with select tool select all three tracks and export them in ONE SINGLE MIDI File (I use Cubase Elements and it’s really staightforward). So this single MIDI file will contain all the messages for all the devices from those tracks you’ve prepared in DAW.
Hope this will help.
Richard, Czech Rep.